+38.9%
EFX vs GEN
+157.3%
-118.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -11.1% | -4.3% | -6.8% | -9.9% |
| 30D | -7.4% | +3.8% | -11.1% | -8.4% |
| 3M | +1.5% | +22.3% | -20.8% | -4.3% |
| 6M | -13.7% | +39.0% | -52.6% | -21.9% |
| YTD | -21.9% | +11.9% | -33.8% | -24.8% |
| 1Y | -30.8% | +4.5% | -35.3% | -32.1% |
| 3Y | -12.4% | +59.0% | -71.4% | -23.1% |
| 5Y | -35.9% | +22.0% | -57.9% | -41.3% |
| All | +38.9% | +157.3% | -118.5% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling